SampleStart = 1989.25
SampleEnd   = 2017.5
Tdrop       = 4

# priors
sigdf = 2

# hyperparameter grid
l1_grid    = exp.(range(-10, stop=20, length=31))
l1_none    = ones(size(l1_grid))
l2_grid    = ones(1)
l2_none    = ones(size(l2_grid))
l3_grid    = ones(1)
l3_none    = ones(size(l3_grid))
nlags_grid = ones(1)
nlags_none = ones(size(nlags_grid))

hyper_grid = [ kron(l1_grid,l2_none,l3_none,nlags_none) kron(l1_none,l2_grid,l3_none,nlags_none)  kron(l1_none,l2_none,l3_grid,nlags_none) kron(l1_none,l2_none,l3_none,nlags_grid)]
hyper_n    = size(hyper_grid)[1]
MDD_vec    = zeros(hyper_n);
